It's believed someone in a crowd of Liverpool fans who gathered outside the stadium threw an object at the bus, according to The Associated Press. Stewards were seen sweeping up the broken glass.
"We condemn unequivocally the actions that led to Real Madrid's team bus being damaged during its arrival to Anfield this evening," Liverpool said in a statement, per Neil Jones of Goal. "It is totally unacceptable and shameful behaviour of a few individuals."
Fans weren't permitted inside Anfield for the match due to coronavirus restrictions.
Wednesday's contest ultimately finished goalless, with Real Madrid eliminating Liverpool thanks to a 3-1 victory on aggregate.